Your best bet is always to install from a downloaded file and scan the file with your A/V first before doing anything else. Once that shows clean, disconnect from the internet, turn off your A/V and A/S apps and do the install. No reputable software should need immediate online access; you should be able to wait until you reboot and reconnect to the internet if updates need to be installed.

There's really no one RIGHT way of doing installs, I suppose, but this procedure has worked well for me for a long time with no problems.

EDIT: I sure am typing slowly today! As you see, there are many approaches to the issue.